+236.7%
INTU vs EWZ
+68.6%
+168.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +10.1% | -24.4% | +34.4% | +17.9% |
| 3M | -4.2% | -4.6% | +0.4% | -4.5% |
| 6M | -7.2% | -11.6% | +4.3% | -5.9% |
| YTD | -47.7% | +2.4% | -50.1% | -49.9% |
| 1Y | -46.7% | +2.1% | -48.8% | -49.0% |
| 3Y | -34.1% | +18.7% | -52.8% | -40.7% |
| 5Y | -43.3% | +54.2% | -97.5% | -54.2% |
| All | +236.7% | +68.6% | +168.2% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling